+379.4%
TTD vs EWZ
+88.8%
+290.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | +6.3% | +6.5% | -0.2% | +3.3% |
| 30D | -23.9% | +4.8% | -28.7% | -25.5% |
| 3M | -31.4% | +9.9% | -41.3% | -34.5% |
| 6M | -42.7% | +1.9% | -44.6% | -43.8% |
| YTD | -62.0% | +20.3% | -82.3% | -65.8% |
| 1Y | -72.2% | +35.6% | -107.8% | -76.6% |
| 3Y | -81.9% | +43.4% | -125.4% | -85.4% |
| 5Y | -81.5% | +55.9% | -137.5% | -85.9% |
| All | +379.4% | +88.8% | +290.6% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling